Do You Know What Happened to Mabel's Bloody Bandana?

A man named Nick Sacco's confessed to killing Mabel and he also confessed to killing a high profile unsolved murder involving a different school girl around the same time period. They never brought charges against him because they cleared him. This was just somebody who was spouting off 40 years later, spouting off about these crimes that happened in the 1920s but he was cleared. There wasn't any evidence. I still do not understand how people can do that. You can just make things up.